+454.2%
MDLZ vs FICO
+3,996.6%
-3,542.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -16.7% | +16.4% | +2.5% |
| 7D | -1.7% | -19.2% | +17.5% | +1.5% |
| 30D | -2.1% | -14.6% | +12.5% | +0.1% |
| 3M | +1.3% | -20.1% | +21.4% | +4.4% |
| 6M | +6.2% | -36.3% | +42.5% | +12.8% |
| YTD | +15.8% | -44.9% | +60.6% | +25.6% |
| 1Y | +4.1% | -38.6% | +42.7% | +10.1% |
| 3Y | -4.1% | +4.0% | -8.1% | -10.7% |
| 5Y | +13.4% | +99.5% | -86.2% | -9.2% |
| 10Y | +75.7% | +604.7% | -528.9% | +8.7% |
| All | +454.2% | +3,996.6% | -3,542.4% | +125.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FICO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling